In this study, we analyzed the evolution of the prognosis of primary central nervous system lymphoma (PCNSL) patients as they reach selected progression-free survival (PFS) milestones after high-dose methotrexate (HD-MTX)-based therapy. In total, 258 and 146 patients were included from Denmark and British Columbia, respectively. All patients were diagnosed during 2000-2017. The 5-year PFS was 27% (95% CI 23; 32); however, for patients reaching 5 years of PFS, this increased to 71% (95% CI 57; 86). Within the first 5 years after diagnosis, patients lost 2.0 years (95% CI 1.8; 2.2) when compared to a similar background population. This reduced to 0.5 years (95% CI 0.2; 0.9) for patients reaching 5 years of PFS. Treatment with rituximab was associated with improved outcomes. The prognosis of patients with PCNSL treated with HD-MTX-based regimens in this cohort is poor, although it improves as patients survive without progression/relapse. However, survival does not conclusively normalize to that of a similar background population.